Wu, Liming Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes. (English) Zbl 0936.60037 Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 2, 121-141 (1999). The author extends forward-backward martingale decomposition of Meyer-Zheng-Lyons’s type from the symmetric case to the general stationary situation for the partial sum \(S.(f)\) with \(f\) satisfying a finite energy condition. Furthermore, as corollaries, he obtains a maximal inequality and a tightness result related to the functional central limit and a criterion of a.s. compactness related to the functional law of iterated logarithm. Reviewer: Zdzislaw Rychlik (Lublin) Cited in 13 Documents MSC: 60F17 Functional limit theorems; invariance principles 60J55 Local time and additive functionals Keywords:forward-backard martingale decomposition; Donsker’s invariance principle; Strassen’s strong invariance principle PDF BibTeX XML Cite \textit{L. Wu}, Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 2, 121--141 (1999; Zbl 0936.60037) Full Text: DOI Numdam EuDML